Semi-automated simultaneous predictor selection for regression-SARIMA models (Q2209736)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Semi-automated simultaneous predictor selection for regression-SARIMA models
scientific article

    Statements

    Semi-automated simultaneous predictor selection for regression-SARIMA models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    4 November 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    best subset selection
    0 references
    linear regression
    0 references
    mixed integer quadratic optimisation
    0 references
    multivariate response model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references